Publication

Charge universelle réalisée à l'aide d'un moteur DC alimenté par pont en H quatre quadrants

2008
Student Projects

Abstract

Réaliser une charge universelle au moyen d’un moteur DC alimenté par un pont en H, afin de simuler un grand nombre de charges. Étudier les différents signaux PWM utilisables pour la commande d’un moteur par pont en H et réaliser des simulations avec Simulink. Étudier l’alimentation du pont en H. Dimensionner l’électronique et réaliser un PCB de commande pour un moteur Maxon 150W afin de fabriquer concrètement la charge universelle.

Official source

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2008
Student Projects

Abstract

Official source

Related concepts (3)

Roman numerals

Roman numerals are a numeral system that originated in ancient Rome and remained the usual way of writing numbers throughout Europe well into the Late Middle Ages. Numbers are written with combinations of letters from the Latin alphabet, each letter with a fixed integer value. Modern style uses only these seven: The use of Roman numerals continued long after the decline of the Roman Empire. From the 14th century on, Roman numerals began to be replaced by Arabic numerals; however, this process was gradual, and the use of Roman numerals persists in some applications to this day.

Magic square

In recreational mathematics, a square array of numbers, usually positive integers, is called a magic square if the sums of the numbers in each row, each column, and both main diagonals are the same. The 'order' of the magic square is the number of integers along one side (n), and the constant sum is called the 'magic constant'. If the array includes just the positive integers , the magic square is said to be 'normal'. Some authors take magic square to mean normal magic square.

Volatility swap

In finance, a volatility swap is a forward contract on the future realised volatility of a given underlying asset. Volatility swaps allow investors to trade the volatility of an asset directly, much as they would trade a price index. Its payoff at expiration is equal to where: is the annualised realised volatility, is the volatility strike, and is a preagreed notional amount. that is, the holder of a volatility swap receives for every point by which the underlying's annualised realised volatility exceeded the delivery price of , and conversely, pays for every point the realised volatility falls short of the strike.